Faculty of Economics
   
     
 

Cross Section Dependence in Panel Data Models

 
     
 

Links to Data:

 
 

1. GVAR Toolbox

2. "Exponent of Cross-sectional Dependence: Estimation and Inference" data

3 "The Spatial and Temporal Diffusion of House Prices in the UK" data

4 "A Spatio-Temporal Model Of House Prices In The US" data

5 "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence" data
 
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Faculty Of Economics
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